+17.4%
SHAK vs FGI
-70.0%
+87.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +8.2% | -4.1% | +12.3% | +8.3% |
| 30D | +13.5% | -3.4% | +16.8% | +13.5% |
| 3M | +6.2% | +61.8% | -55.5% | +3.8% |
| 6M | +8.2% | +17.0% | -8.8% | +6.2% |
| YTD | -6.5% | +31.4% | -37.9% | -8.8% |
| 1Y | -19.2% | +42.7% | -61.9% | -21.8% |
| 3Y | +37.9% | -0.1% | +38.1% | +32.5% |
| All | +17.4% | -70.0% | +87.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling